How to mirror an object along with its local transform orientation?
Mirror Rotation too

While performing the scaling upon the 3D cursor as pivot, you are basically mirroring both the Location (e.g. from X to -X) and the Scale of the object. The only trasformation not affected by the operator is the Rotation. 

I don't think that currently (2.77) there's an operator capable of doing all in one shot, but for the provided example it can be done manually by multipying the X-rotation channel value by -1 as shown in the image sequence below: